Feedback to SSRN

 
  • Selected
  • Entire List
 

Prokopczuk, Marcel


 SSRN Author Rank: 2,562 by Downloads
 

Leibniz Universität Hannover - Faculty of Economics and Management


 Koenigsworther Platz 1
 Hannover, 30167
 Germany
 email address
 

University of Reading - Henley Business School - ICMA Centre


 Whiteknights Park
 P.O. Box 242
 Reading RG6 6BA
 United Kingdom
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Prokopczuk, Marcel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,782
Total
Citations
26
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Dynamics of Commodity Prices | Show Abstract | Download |
Quantitative Finance, Vol. 13, No. 4, 2013
Accepted Paper Series
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
23 May 11
Last Revised:
29 Dec 13
699
(20,474)
3

2.  
Investing in Commodity Futures Markets: Can Pricing Models Help? | Show Abstract | Download |
European Journal of Finance, Vol. 18, No. 1-2, 2012
Accepted Paper Series
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
27 Feb 09
Last Revised:
24 Apr 12
629
(23,731)
 

3.  
Integrating Multiple Commodities in a Model of Stochastic Price Dynamics | Show Abstract | Download |
Journal of Energy Markets, Vol. 2, No. 3, 2009
Accepted Paper Series
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
06 Mar 08
Last Revised:
24 Apr 12
610
(24,776)
4

4.  
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wese Simen, Chardin
University of Liverpool
Posted:
04 Jan 13
Last Revised:
07 Apr 14
587
(26,157)
2

5.  
Seasonality and the Valuation of Commodity Options | Show Abstract | Download |
Journal of Banking and Finance, Vol. 37, No. 2, 2013
Accepted Paper Series
Back, Janis
WHU - Otto Beisheim School of Management
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Rudolf, Markus
WHU Otto Beisheim Graduate School of Management
Posted:
29 Nov 09
Last Revised:
02 Jan 13
549
(28,708)
4

6.  
Credit Risk in Covered Bonds | Show Abstract | Download |
Journal of Empirical Finance, Vol. 21, No. 1, 2013
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Siewert, Jan B.
Unversity of Mannheim – Center for Doctoral Studies in Business
Vonhoff, Volker
University of Mannheim - Department of Business Administration and Finance
Posted:
04 Oct 10
Last Revised:
29 Dec 13
469
(35,343)
 

7.  
Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage | Show Abstract | Download |
Quarterly Review of Economics and Finance, Vol. 53, No. 1, 2013
Accepted Paper Series
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wu, Yingying
Xi'an Jiaotong Liverpool University
Posted:
25 Oct 11
Last Revised:
29 Dec 13
468
(35,429)
 

8.  
Commodity Price Dynamics and Derivatives Valuation: A Review | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 16, No. 6, 2013
Accepted Paper Series
Back, Janis
WHU - Otto Beisheim School of Management
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
22 Aug 12
Last Revised:
29 Dec 13
423
(40,171)
 

9.  
Pricing and Hedging in the Freight Futures Market | Show Abstract | Download |
Journal of Futures Markets, Vol. 31, No. 5, 2011
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
06 Mar 10
Last Revised:
26 Apr 12
409
(41,898)
2

10.  
The Importance of the Volatility Risk Premium for Volatility Forecasting | Show Abstract | Download |
Journal of Banking and Finance, Vol. 40, 2014
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wese Simen, Chardin
University of Liverpool
Posted:
21 Mar 13
Last Revised:
15 Jun 14
387
(44,859)
 

11.  
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
22 Jul 09
Last Revised:
26 Apr 12
385
(45,125)
2

12.  
Symeonidis, Lazaros
Accounting and Finance Division - University of Stirling
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Brooks, Chris
University of Reading - ICMA Centre
Lazar, Emese
University of Reading - ICMA Centre
Posted:
25 Oct 11
Last Revised:
02 Jan 13
356
(49,539)
3

13.  
Estimating Beta | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Hollstein, Fabian
Leibniz University of Hannover - Faculty of Economics and Management
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
15 Dec 14
355
(49,722)
 

14.  
American Option Valuation: Implied Calibration of GARCH Pricing-Models | Show Abstract | Download |
Journal of Futures Markets, Vol. 31, No. 10, 2011
Accepted Paper Series
Weber, Michael
University of Chicago - Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
09 Sep 09
Last Revised:
26 Apr 12
302
(60,273)
 

15.  
Bühler, Wolfgang
University of New South Wales, Australian Business School
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
24 May 10
298
(61,196)
1

16.  
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
11 Mar 10
Last Revised:
26 Jul 11
282
(65,135)
 

17.  
The Case of Negative Day-Ahead Electricity Prices | Show Abstract | Download |
Energy Economics, Vol. 35, No. 1, 2013
Accepted Paper Series
Fanone, Enzo
Energetic Source Spa - Renova Group
Gamba, Andrea
University of Warwick - Finance Group
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
13 May 11
Last Revised:
11 Mar 14
240
(77,460)
3

18.  
Alexander, Carol
University of Sussex - School of Business, Management and Economics
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Sumawong, Anannit
University of Sussex
Posted:
16 Jan 12
Last Revised:
29 Dec 13
190
(98,041)
 

19.  
Intra-Industry Contagion Effects of Earnings Surprises in the Banking Sector | Show Abstract | Download |
Applied Financial Economics, Vol. 20, No. 20, 2010
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
02 Feb 10
Last Revised:
26 Apr 12
165
(111,717)
1

20.  
Electricity Derivatives Pricing with Forward-Looking Information | Show Abstract | Download |
University of St.Gallen, School of Finance Research Paper No. 2013/17
Working Paper Series
Füss, Roland
University of Saint Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
19 Feb 13
Last Revised:
20 Oct 13
158
(116,157)
 

21.  
Optimal Portfolio Choice in the Presence of Domestic Systemic Risk: Empirical Evidence from Stock Markets | Show Abstract | Download |
Decisions in Economics and Finance, Vol. 34, No. 2, pp. 141-168, 2011
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
10 Feb 11
Last Revised:
30 Jan 12
131
(136,060)
1

22.  
D'Acunto, Francesco
University of California, Berkeley
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Weber, Michael
University of Chicago - Finance
Posted:
16 Dec 13
Last Revised:
29 Sep 14
122
(144,727)
 

23.  
Brooks, Chris
University of Reading - ICMA Centre
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wu, Yingying
Xi'an Jiaotong Liverpool University
Posted:
02 Feb 14
98
(168,711)
 

24.  
Time-Variations in Commodity Price Jumps | Show Abstract | Download |
Journal of Empirical Finance, Forthcoming
Accepted Paper Series
Diewald, Laszlo
Technische Universität München (TUM)
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wese Simen, Chardin
University of Liverpool
Posted:
10 Aug 13
Last Revised:
21 Feb 15
89
(179,890)
 

25.  
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wu, Yingying
Xi'an Jiaotong Liverpool University
Posted:
30 Dec 13
Last Revised:
03 Nov 14
87
(182,519)
 

26.  
Neumann, Maximilian
Technische Universität München (TUM)
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wese Simen, Chardin
University of Liverpool
Posted:
02 Jul 14
69
(209,434)
 

27.  
Electricity Spot and Derivatives Pricing When Markets are Interconnected | Show Abstract | Download |
University of St.Gallen, School of Finance Research Paper No. 13/23
Working Paper Series
Füss, Roland
University of Saint Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
13 Jan 14
Last Revised:
21 Feb 14
66
(214,449)
 

28.  
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Wese Simen, Chardin
University of Liverpool
Posted:
14 Jun 14
59
(227,338)
 

29.  
Füss, Roland
University of Saint Gallen - SoF: School of Finance
Mahringer, Steffen
University of St.Gallen - Swiss Institute of Banking and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
15 Oct 14
38
(274,729)
 

30.  
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Symeonidis, Lazaros
Accounting and Finance Division - University of Stirling
Verlaat, Timo
Zeppelin University
Posted:
15 Jun 14
33
(288,814)
 

31.  
Arismendi, J. C.
University of Reading - ICMA Centre
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Posted:
25 Aug 14
29
(301,548)
 

32.  
Risk Premia in Covered Bond Markets | Show Abstract |
Journal of Fixed Income, Vol. 22, No. 2, 2012
Accepted Paper Series
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Vonhoff, Volker
University of Mannheim - Department of Business Administration and Finance
Posted:
18 Jan 12
Last Revised:
02 Jan 13
 

33.  
Back, Janis
WHU - Otto Beisheim School of Management
Paschke, Raphael
University of Mannheim - Department of Business Administration and Finance
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Rudolf, Markus
WHU Otto Beisheim Graduate School of Management
Posted:
05 Jul 11
Last Revised:
28 Mar 13
 

34.  
Quantifying Risk in the Electricity Business: A RAROC-based Approach | Show Abstract |
Energy Economics, Vol. 29, No. 5, 2007
Accepted Paper Series
Rachev, Svetlozar
Stony Brook University
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Schindlmayr, Gero
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Oct 07
 


Records 1 - 34 of 34 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo5 in 0.672 seconds